+41.2%
USB vs TROW
-37.5%
+78.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +1.4% | -1.3% | +2.8% | +2.1% |
| 30D | -1.3% | -4.5% | +3.2% | +1.0% |
| 3M | +15.2% | +3.9% | +11.4% | +12.3% |
| 6M | +18.8% | +22.6% | -3.7% | +5.8% |
| YTD | +21.0% | +10.1% | +10.9% | +13.6% |
| 1Y | +34.0% | +3.6% | +30.4% | +29.9% |
| 3Y | +95.3% | +12.4% | +82.9% | +79.1% |
| All | +41.2% | -37.5% | +78.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling